GOAL PROGRAMMING SEBAGAI DECISION SUPPORT SYSTEM TINGKAT KESEHATAN BANK PT BANK BUKOPIN, TBK

Abstract: This research aimed to analyze the changes in several objective priorities as the banking targets in the decision making process. The research applied goal programming model and based on the experiments on the financial data or ratios. The objective functions of the research were the ratios used to asses bank health level, namely: capital, Capital Adequacy Ratio (CAR), asset quality, Return on Assets (ROA), Return on Equity (ROE), Net Interest Margin (NIM), Operational Cost compared to Operating Income (BOPO) and Loan to Deposit Ratio (LDR). Results show that only capital and LDR targets achieved predominantly on a variety of priority setting. While the targets of CAR, asset quality, ROE, and NIM are not achieved predominantly on a variety of priority setting. Keywords: Capital, CAR, Asset Quality, ROA,ROE, NIM, BOPO, LDR, Financial Health Level.

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Analisis Faktor Spesifik Bank Terhadap Non Performing Loan Pada Bank Umum Konvensional Yang Terdaftar Di Bursa Efek Indonesia

Owner ◽

10.33395/owner.v6i1.569 ◽

2022 ◽

Vol 6 (1) ◽

pp. 43-55

Author(s):

Meily Juliani

Keyword(s):

Secondary Data ◽

Capital Adequacy ◽

Annual Reports ◽

Return On Equity ◽

Operating Income ◽

Net Interest Margin ◽

Capital Adequacy Ratio ◽

Specific Factors ◽

Conventional Banks ◽

Interest Margin

The purpose of this research is to analyze the effect of bank specific factors on non-performing loan on public conventional banks. The dependent variable studied was the non-performing loan and independent variables examined were capital adequacy ratio, bank size, loan to deposit ratio, net interest margin, return on equity, operating expenses to operating income, and earning per share. The secondary data obtained from the annual reports submitted in the IDX. Sample consist of 32 public conventional banks listed in IDX in the period of 2012-2017. The result of this study indicate that bank size and net interest margin has a positive and significant impact on non-performing loan. While return on equity showed a negative and significant impact on non-performing loan. The result of this study also showed that capital adequacy ratio, loan to deposit ratio, operating expenses to operating income and earning per share did not have any significant impact on non-performing loan.

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Lexicographic Goal Programming Model for Bank’s Performance Management

Journal of Applied Mathematics ◽

10.1155/2021/8011578 ◽

2021 ◽

Vol 2021 ◽

pp. 1-7

Author(s):

Ali AlArjani ◽

Teg Alam

Keyword(s):

Saudi Arabia ◽

Performance Management ◽

Goal Programming ◽

Financial Management ◽

Programming Model ◽

Financial Statements ◽

Operating Income ◽

Proposed Model ◽

Goal Programming Model ◽

Lexicographic Goal Programming

Any bank’s financial management is essential to preparing the assets and liabilities for multiple goals. In this paper, we develop an optimal bank model for the financial management department in the Kingdom of Saudi Arabia. The lexicographic goal programming model was used to formulate the banks’ performance management. In this study, the six goals of one of the leading banks in Saudi Arabia, namely, maximize asset, minimize liability, maximize equity, maximize operating income, maximize net income, and maximizing total goal achievements in the financial statement, were studied. To illustrate the model, we have focused on Al Rajhi Bank’s financial statements as a case study. The data was obtained from the banks’ financial statements. The outcomes of the study exhibited that all goals were accomplished. This proposed model is dynamic because it will help examine the banks’ financial strengths located in the kingdom. As a result, the proposed model can guide banking firms in making decisions and developing strategies to deal with numerous monetary circumstances.

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Kinerja Kesehatan Bank Pembangunan Daerah Indonesia Dengan Chow Test dan Hausman Test

Journal of Economic Bussines and Accounting (COSTING) ◽

10.31539/costing.v4i1.1597 ◽

2020 ◽

Vol 4 (1) ◽

pp. 334-344

Author(s):

Yusnita Octafilia ◽

Putu Rani Susanthi ◽

Evelyn Wijaya

Keyword(s):

Capital Adequacy ◽

Financial Ratios ◽

Return On Assets ◽

Hausman Test ◽

Return On Equity ◽

Operating Income ◽

Chow Test ◽

Net Interest Margin ◽

Regional Bank ◽

Regional Banks

Regional Bank is a commercial bank whose shares owned by the provincial government. So that, the Regional Bank plays indirectly a very large role in regional development. However, these Regional Banks have not contributed significantly to the development of their respective regions. From this description, this study aims to analyze the health performance of Regional Banks after the global economic crisis in 2008 using the Chow Test and the Hausman Test. This study has a population of 26 Regional Banks and a sample of 25 banks which are selected using purposive sampling. The result showed that from their financial ratios, Regional Banks tend to be in very healthy condition. Based on the research period from 2009 to 2019, the Regional Banks also shows results that tend to be very healthy. In terms of financial ratios and research period, the Loan to Deposit ratio tends to show fairly healthy results. Both of these results are supported by adjusted R2 using the Chow Test and Hausman Test of 0.86 which means that all of these financial ratios have an effect of 86% with details that Capital Adequacy Ratio, Net Performing Loan, Net Interest Margin, and Loan to Deposit Ratio has a significant positive effect, while Return on Equity has positive and insignificant effect and Operational Cost of Operating Cost of Operating Income has a significant negative effect on Return on Assets. Keywords: Regional Banks, Capital Adequacy Ratio, Non-Performing Loan, Return on Assets, Return on Equity, Net Interest Margin, Operational Cost of Operating Income, Loan to Deposit Ratio, Chow Test, and Hausman Test.

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Applying the CAMEL model to assess performance of commercial banks: empirical evidence from Vietnam

Banks and Bank Systems ◽

10.21511/bbs.15(2).2020.16 ◽

2020 ◽

Vol 15 (2) ◽

pp. 177-186

Author(s):

Anh Huu Nguyen ◽

Hang Thu Nguyen ◽

Huong Thanh Pham

Keyword(s):

Financial Performance ◽

Commercial Banks ◽

Fixed Effects ◽

Ordinary Least Squares ◽

Capital Adequacy ◽

Fixed Effects Model ◽

Return On Equity ◽

Net Interest Margin ◽

Asset Quality ◽

The Impact

The paper aims to investigate the impact of CAMEL components on the financial performance of commercial banks in Vietnam. Three econometric models are built using four CAMEL’s crucial indicators as independent variables (capital adequacy, asset quality, management effectiveness, bank liquidity) and return on assets (ROA), return on equity (ROE), and net interest margin (NIM) as proxies for commercial banks’ financial performance – dependent variables. The research sample includes 31 Vietnamese commercial banks over the 6-year period, from 2013 to 2018. The results show a better fit of the fixed effects model (FEM) in terms of the research methodology compared to the ordinary least squares (OLS) and random effects model (REM). It was found that capital adequacy, asset quality, liquidity and management efficiency affect the performance of Vietnamese commercial banks. Acknowledgement This research is funded by National Economics University (NEU), Hanoi, Vietnam. The authors thank anonymous referees for their contributions and the NEU for funding this research.

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Comparative Study : Determinant On Banking Profitability Between Buku 4 And Buku 3 Bank In Indonesia

Benefit Jurnal Manajemen dan Bisnis ◽

10.23917/benefit.v2i1.2918 ◽

2017 ◽

Vol 2 (1) ◽

pp. 92

Author(s):

Andy Setiawan ◽

Bambang Hermanto

Keyword(s):

Capital Adequacy ◽

Operating Expense ◽

Return On Equity ◽

Operating Income ◽

Independent Variables ◽

Net Interest Margin ◽

Capital Adequacy Ratio ◽

Income Ratio ◽

Independent Variable ◽

Period Data

This research is performed on order to analyze the influence of Non Performing Loan (NPL), Loan to Deposit Ratio (LDR), Capital Adequacy Ratio (CAR), Net Interest Margin (NIM), and Operating Expense to Operating Income Ratio (OEOI) as independent variable toward Return on Asset (ROA) and Return on Equity (ROE) as dependent variable. Sample for this research is all of BUKU 4 banks and seven banks on BUKU 3 banks in Indonesia in 2006-2015 period. Data analysis with multi liniear regression. The result of this research shows that all of independent variables have significant influence on ROA and ROE simultaneously. NIM has partially significant effect on profitability both in BUKU 3 and BUKU 4 banks but other variables have various effect on profitability. The amount of the contribution or influence independent variables to ROA are 64,7% in BUKU 3 banks and 90,4% on BUKU 4 banks. Meanwhile contribution of independent variables to ROE are 55,4% in BUKU 3 banks and 74,1% in BUKU 4 banks.

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Kinerja Rasio Keuangan Perbankan Islam Dan Konvensional: Studi Komparatif

Liquidity ◽

10.32546/lq.v2i1.125 ◽

2018 ◽

Vol 2 (1) ◽

pp. 13-20

Author(s):

Amrizal Amrizal

Keyword(s):

Annual Report ◽

Capital Adequacy ◽

Average Increase ◽

Return On Assets ◽

Return On Equity ◽

Net Interest Margin ◽

Capital Adequacy Ratio ◽

Interest Margin

The article focuses to analyze finance ratio consist of Return on Assets (ROA), Return on Equity (ROE), Net Interest Margin (NIM) Capital Adequacy Ratio (CAR) except Earnings before Interest Tax (EBIT). The research is conducted to three conventional banking (BNI 46, Mandiri and BRI) and three syariah banking (Bank Muamalat Indonesia, Bank Mega Syaria and Bank Syariah Mandiri) for annual report periods 2007 to 2011. The result shows, the average increase EBIT to conventional banking groups during period 2007 to 2011 are 1.91% while the average EBIT to syariah banking groups are 1.53%. The average of ROA to conventional banking groups are 3.01% while the average ROA to syariah banking groups are 1.99%. The average of ROE to conventional banking groups is 24.19% while the average of ROE to syariah banking groups is 33.31%. The average of NIM to conventional banking groups during period 2007 to 2011 are 7.08% while the average of NIM to syariah banking groups during period 2007 to 2011 are 8.14%. The average of CAR to conventional banking groups is 15.63%, while the average of CAR to syariah banking groups during the period are 12.19%.

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A Goal Programming Model for Capital Budgeting Decisions

Artha Vijnana Journal of The Gokhale Institute of Politics and Economics ◽

10.21648/arthavij/1981/v23/i3-4/116609 ◽

1981 ◽

Vol 23 (3-4) ◽

pp. 299

Author(s):

Jaidev Agarwal ◽

L. S. Porwal ◽

Kanti Swarup

Keyword(s):

Goal Programming ◽

Programming Model ◽

Capital Budgeting ◽

Goal Programming Model

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A Multicriteria Goal Programming Model for Ranking Universities

Mathematics ◽

10.3390/math9050459 ◽

2021 ◽

Vol 9 (5) ◽

pp. 459

Author(s):

Fernando García ◽

Francisco Guijarro ◽

Javier Oliver

Keyword(s):

Goal Programming ◽

Programming Model ◽

Decision Makers ◽

University Rankings ◽

Central Tendency ◽

Performance Variables ◽

World University Rankings ◽

Goal Programming Model ◽

Objective Quantification

This paper proposes the use of a goal programming model for the objective ranking of universities. This methodology has been successfully used in other areas to analyze the performance of firms by focusing on two opposite approaches: (a) one favouring those performance variables that are aligned with the central tendency of the majority of the variables used in the measurement of the performance, and (b) an alternative one that favours those different, singular, or independent performance variables. Our results are compared with the ranking proposed by two popular World University Rankings, and some insightful differences are outlined. We show how some top-performing universities occupy the best positions regardless of the approach followed by the goal programming model, hence confirming their leadership. In addition, our proposal allows for an objective quantification of the importance of each variable in the performance of universities, which could be of great interest to decision-makers.

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